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ARCH Models and Financial Applications - Springer Series in Statistics Softcover reprint of the original 1st ed. 1997 edition
Christian Gourieroux
ARCH Models and Financial Applications - Springer Series in Statistics Softcover reprint of the original 1st ed. 1997 edition
Christian Gourieroux
time series models, which allow for aquite exhaustive studyoftheunderlyingdynamics. Itisthereforepossibletoreexamineanumberof classicalquestions like the random walkhypothesis, prediction intervals building, presenceoflatentvariables [factors] etc., and to test the validity ofthe previously established results.
229 pages, biography
Media | Books Paperback Book (Book with soft cover and glued back) |
Released | October 6, 2012 |
ISBN13 | 9781461273141 |
Publishers | Springer-Verlag New York Inc. |
Pages | 229 |
Dimensions | 155 × 235 × 13 mm · 344 g |
Language | English |
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